The spectral edge of some random band matrices
Mathematical Physics
2011-01-25 v4 math.MP
Probability
Abstract
We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the band is sufficiently wide (W >> N^{5/6}.) Otherwise, a different limiting distribution appears.
Cite
@article{arxiv.0906.4047,
title = {The spectral edge of some random band matrices},
author = {Sasha Sodin},
journal= {arXiv preprint arXiv:0906.4047},
year = {2011}
}
Comments
37 pp., 3 figures; minor revision; 24/6: fixed sign in Thm. 2 and added references